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ZKB Call Warrant auf
DocMorris AG

ISIN: CH1281049580 Security: 128104958 Symbol: DOCZ4Z Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 11.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 11.07.24 17:15 11.07.24 17:15

Current data

Last price paid 0.025
Change -28.57% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.07.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -83.33%
Year to date (YTD) -83.33%
1 month n.a.
3 months -79.17%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue72.58
Premium0.95%
Premium p.a.1.93%
Leverage4.32
Implied volatility0.77

Reference data

ISIN CH1281049580
Symbol DOCZ4Z
Security 128104958
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying DocMorris N, CH0042615283
Underlying ISIN CH0042615283
Strike 92.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 08.12.2023

Key figures

Premium 94.78%
Premium p.a. 193.26%
Leverage 24.13
Implied volatility 76.70%
Moneyness out-of-the-money
Leverage 4.3150
Delta 0.1788
Gamma 0.0001
Theta -0.0002
Rho 0.0003
Vega 0.0009
Fair value 0.02
Intrinsic value n.a.
Break-even 94.00
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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